+44.1%
CSGP vs DKS
+211.5%
-167.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -4.1% | +3.0% | -7.1% | -4.6% |
| 30D | +2.3% | -30.5% | +32.9% | +8.4% |
| 3M | -8.2% | -35.7% | +27.5% | -1.3% |
| 6M | -35.1% | -29.7% | -5.4% | -31.8% |
| YTD | -54.0% | -28.9% | -25.2% | -51.9% |
| 1Y | -65.3% | -35.9% | -29.4% | -63.1% |
| 3Y | -62.6% | +28.2% | -90.7% | -66.4% |
| 5Y | -64.8% | +11.8% | -76.6% | -69.0% |
| All | +44.1% | +211.5% | -167.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling